Method for generating distributions and classes of probability distributions: the univariate case

Abstract

In this work, we present a method to generate probability distributions and classes of probability distributions, which broadens a process of probability distribution construction. In this method, distribution classes are built from pre-defined monotonic functions and from known distributions. With the use of this method, we can obtain different classes of probability distributions described in literature. Beside these results, we could obtain results on the support and nature of the generated distributions.